+20.9%
MDLZ vs VALE
-1.6%
+22.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.2% |
| 7D | -0.4% | -1.5% | +1.1% | -0.4% |
| 30D | +8.2% | -15.6% | +23.9% | +8.1% |
| 3M | +8.0% | -19.5% | +27.5% | +8.0% |
| 6M | +9.7% | -31.9% | +41.6% | +10.6% |
| YTD | +26.9% | -11.0% | +37.8% | +24.7% |
| 1Y | +20.9% | -2.1% | +23.0% | +15.7% |
| All | +20.9% | -1.6% | +22.5% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling